I just came across one at depth 24. My only means of monster detection was Detect Evil; but I figured that would be good enough because most scary monsters are evil. Evil monsters within the vault:
Brand, Mad Visionary of Amber
a Greater Balrog
an AMHD
a Lord of Change
a Great Hell Wyrm
Druaga
Narse the Black Dragon
Random D's and U's

I decided to just clean out as many cells as I could, but there was a Drolem in the fifth cell. I got lucky; it spent its turn walking towards me instead of breathing. I teleported. No good treasure was found. The end.

EDIT: Thanks Pav, I'm an idiot. This is Entro. (Vanilla town mode, so only one dungeon.)

EDIT #2: Turns out there was another entrance to the vault; I killed off Hagen, Son of Alberich, and took his spear. So I did claim one artifact from the Vault! (The next cell contained Scylla so I couldn't go any further.)

My most memorable was playing a V Dwarf Warrior, DL in the 80s, CL in the 40s. I can't remember any of the monsters (tough character, plenty of tOther), but when I detected I saw an unIDed ring nearly in the middle. Started burrowing in (no stone to mud, but plenty of strength for digging), and about half way along the top row became hungry - at which point I realised I hadn't brought any food. Did a quick teleport and detect around the level, and found one mushroom. Luckily, I had a stack of about 15 !Healing, so I went back to the vault and kept digging, every now and then quaffing a !Healing for the food value...